+49.9%
AR vs VICR
+187.3%
-137.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.3% |
| 7D | -1.2% | +1.3% | -2.4% | -1.3% |
| 30D | +5.5% | -11.9% | +17.5% | +6.0% |
| 3M | +12.9% | -35.1% | +48.0% | +14.5% |
| 6M | +0.1% | +8.1% | -8.1% | -4.4% |
| YTD | +13.5% | +67.8% | -54.2% | +1.6% |
| 1Y | +21.6% | +267.3% | -245.7% | -3.6% |
| All | +49.9% | +187.3% | -137.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling